SAN.PA vs. PG
SAN.PA (Sanofi) and PG (The Procter & Gamble Company) are both stocks. SAN.PA operates in Drug Manufacturers - General (Healthcare), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, SAN.PA returned 4.73%/yr vs 8.37%/yr for PG. At a 0.21 correlation, their price movements are largely independent.
Performance
SAN.PA vs. PG - Performance Comparison
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Different Trading Currencies
SAN.PA is traded in EUR, while PG is traded in USD. To make them comparable, the PG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAN.PA achieves a -2.43% return, which is significantly lower than PG's 4.63% return. Over the past 10 years, SAN.PA has underperformed PG with an annualized return of 4.73%, while PG has yielded a comparatively higher 8.37% annualized return.
SAN.PA
- 1D
- 3.97%
- 1M
- 4.57%
- YTD
- -2.43%
- 6M
- -3.45%
- 1Y
- -8.71%
- 3Y*
- -2.72%
- 5Y*
- 1.93%
- 10Y*
- 4.73%
PG
- 1D
- -1.10%
- 1M
- 1.26%
- YTD
- 4.63%
- 6M
- 7.38%
- 1Y
- -10.10%
- 3Y*
- -0.08%
- 5Y*
- 5.24%
- 10Y*
- 8.37%
SAN.PA vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAN.PA Sanofi | -2.43% | -7.87% | 8.77% | 3.64% | 5.51% | 16.86% | -8.97% | 23.41% | 10.36% | -3.49% |
PG The Procter & Gamble Company | 4.63% | -22.67% | 24.99% | -3.83% | 0.84% | 29.54% | 4.74% | 42.86% | 8.43% | -1.16% |
Correlation
The correlation between SAN.PA and PG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.21 |
The correlation between SAN.PA and PG shifts across timeframes, from 0.19 (10 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SAN.PA vs. PG — Risk / Return Rank
SAN.PA
PG
SAN.PA vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and The Procter & Gamble Company (PG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SAN.PA | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.92 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | -0.64 | +0.19 |
| Martin ratioReturn relative to average drawdown | -0.79 | -1.10 | +0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAN.PA | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | -0.55 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.29 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.43 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.43 | -0.07 |
Drawdowns
SAN.PA vs. PG - Drawdown Comparison
The maximum SAN.PA drawdown since its inception was -50.84%, which is greater than PG's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for SAN.PA and PG.
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Drawdown Indicators
| SAN.PA | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.84% | -34.76% | -16.08% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -15.90% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -27.80% | -29.10% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | -29.10% | +1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -29.11% | -1.24% |
Current DrawdownCurrent decline from peak | -23.13% | -23.46% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -8.49% | -6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | 9.70% | -0.67% |
Volatility
SAN.PA vs. PG - Volatility Comparison
The current volatility for Sanofi (SAN.PA) is 6.23%, while The Procter & Gamble Company (PG) has a volatility of 7.50%. This indicates that SAN.PA experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAN.PA | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 7.50% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 15.23% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.93% | 18.41% | +5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 18.13% | +4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.36% | 19.70% | +1.66% |
Dividends
SAN.PA vs. PG - Dividend Comparison
SAN.PA's dividend yield for the trailing twelve months is around 5.39%, more than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
SAN.PA Sanofi | 5.39% | 4.74% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% |
Financials
SAN.PA vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and The Procter & Gamble Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SAN.PA and PG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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